Trackback in comments

I asked a question about trackbacks last week and got a good answer, but I need more info. I found out that trackbacks are a link from someones blog to yours and they are good as long as it comes from a good site you want to be on. But they are showing up in the comments at bottom of my post please see https://vincentstlouis.com/online-mlm-secrets/#comments
I don’t think they should show up like that so I have been sending them to the trash. Is that OK or does it remove their link to my site? Should I leave them there or continue to remove them?

Thank you for the help.

Vincent